+192.6%
EWY vs RDDT
+235.7%
-43.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.7% | +3.1% |
| 7D | -0.1% | +2.1% | -2.2% | -0.3% |
| 30D | +7.3% | +2.8% | +4.5% | +6.7% |
| 3M | -5.1% | -8.9% | +3.8% | -5.0% |
| 6M | +42.1% | +15.1% | +27.0% | +38.9% |
| YTD | +94.1% | -31.4% | +125.5% | +96.9% |
| 1Y | +147.8% | -39.4% | +187.3% | +152.6% |
| All | +192.6% | +235.7% | -43.1% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RDDT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling